Quantitative Strategist, Macro Technology
The Quantitative Strategist, Macro Technology role at Point72 involves enhancing and extending interest rate curve construction and bootstrapping methodologies for swaps and cash instruments across Developed and Emerging Markets. The strategist will advance linear FX analytics, including consistent treatment of FX OIS discounting, basis, and turn adjustments. This position is integral to delivering robust, scalable analytics that combine real-time pricing, historical valuation, and scenario-based research.
Key responsibilities include designing and building pre-trade pricing and analytics tools for investment professionals, covering linear Rates and FX products. The strategist will develop scenario analysis frameworks enabling investment professionals to define market and curve shocks and assess pricing, risk, and PnL impacts. Additionally, the role involves developing relative value, carry, roll-down, and cross-market analytics for linear Rates and FX strategies, as well as defining and maintaining robust market data handling, validation, and historical consistency for Rates and FX analytics.
Candidates must possess a post-graduate degree in a quantitative discipline from a top-tier university and have 12–15 years of experience in Rates and FX quantitative analytics and development at a top-tier investment bank or hedge fund. Deep expertise in interest rate curve construction, including risk-free and term rates, multi-curve frameworks, and optimization-based curve bundle construction, is required. A strong understanding of collateralized products, discounting frameworks, and curve modeling under CSA/OIS conventions is essential. Experience across linear Rates, cash and derivative securities, and FX products is necessary, along with a proven track record in building pre-trade analytics, pricing tools, and research platforms for investment professionals. Proficiency in Python and C++ is also required.
Point72 offers a comprehensive benefits package, including fully-paid health care benefits, generous parental and family leave policies, mental and physical wellness programs, volunteer opportunities, a non-profit matching gift program, support for employee-led affinity groups representing women, minorities, and the LGBT+ community, tuition assistance, and a 401(k) savings program with an employer match.
Point72 Asset Management is a global firm led by Steven Cohen that invests in multiple asset classes and strategies worldwide. With more than a quarter-century of investing experience, the firm seeks to be the industry’s premier asset manager by delivering superior risk-adjusted returns, adhering to the highest ethical standards, and offering the greatest opportunities to the industry’s brightest talent. Point72 is committed to revolutionizing how it develops its people and uses data to shape its thinking.